7 citations · 13 across the 7 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
stat.ME2018★ 7 cited
Change Point Analysis of Correlation in Non-stationary Time Series
Holger Dette, Weichi Wu, Zhou Zhou
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from…
stat.ME2018★ 4 cited
Change point analysis in non-stationary processes - a mass excess approach
Holger Dette, Weichi Wu
This paper considers the problem of testing if a sequence of means of a non-stationary time series is stable in the sense that t…